+599.5%
XYZ vs PEGA
+101.6%
+497.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +3.9% |
| 7D | +12.1% | -4.5% | +16.7% | +15.3% |
| 30D | +12.4% | -5.7% | +18.0% | +15.9% |
| 3M | +8.2% | +2.7% | +5.5% | +4.9% |
| 6M | +20.7% | -10.5% | +31.2% | +24.7% |
| YTD | +31.3% | -45.4% | +76.8% | +80.1% |
| 1Y | +20.5% | -44.7% | +65.2% | +62.6% |
| 3Y | +72.6% | +45.7% | +27.0% | -6.5% |
| 5Y | -64.0% | -45.3% | -18.7% | -57.7% |
| All | +599.5% | +101.6% | +497.9% | +330.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling